OK, alt + enter is a standard combination for switching to Full Screen (if the program supports it), but that's temporary. To make it permanent, you'll need to edit the dosbox.conf file (Conf. stands for configuration, it's where all the setting are stored), Notepad will do. Then all you need to do is change this parametre:

fullscreen=false to fullscreen=true

You may change other things as well, everything is explained in the file itself. Happy playing

- JelZe GoldRabbit =:3